فهرست مطالب amir hamooni

The aim of this study was to assess the performance of the Iranian currency exchange market by analyzing the dynamic conditional correlation (DCC) between the Iranian currency exchange rate and the free market exchange rate of the US dollar in Iran. This analysis was conducted for both the same day and with a one-day lag, spanning from June 20 to October 30, 2022. The results of the study indicate that the DCC for concurrent days (denoted as dcc0) stood at 48%. Meanwhile, the DCC for the Iranian currency exchange rate with a one-day delay compared to the free market US dollar exchange rate in Iran (referred to as dcc+1) was 17%, and the DCC for the free market US dollar exchange rate with a one-day lag behind the Iranian currency exchange rate (referred to as dcc-1) was 35%.

In this study, based on the monetary behavior theory, which considers the mean and standard deviation of GDP per capita besides the inflation difference between two countries, we first present a model for determining the fair value of the Russian ruble in the long run from 1999 to 2021 based on macroeconomic indicators including inflation, and GDP per capita. And then we modeled the effect of widespread Russian economic sanctions on the value of the Russian ruble during the turbulent days of February 9 to April 9. Our research results show that there is not much difference between market value and fair value in the long run. Also, by observing the behavior of the ruble during the turbulent days of February 25, 2022, to April 26, 2022, and by entering the conditional risk factor and weighted average of the ruble, the USD to ruble equality between 76.23 and 91.6 was evaluated

One of the longest-lasting controversies in the international macroeconomic literature is the purchasing power parity theory. It is the most controversial subject that has been tested with various econometric models in different timeframes and geographic data sets. It is a common assumption used regarding the exchange rate and the validity of the Law of One Price. The present article aimed to present a new model to estimate the fair value of exchange rate which is one of the most critical factors in trade balance among countries, based on balanced trade-monetary theory by assessing the under or over-valuation of currencies. We can assume that a country with a strong economy should have strong money and vice versa. The results showed undervaluation of the dollar versus Yuan, Pound and Yen by 1.41, 1.149, and 1.126 times, respectively in 2018. Therefore, among the U.K., China, and Japan, Japan and the U.K. had a better trade balance with the U.S. than China

The code of ethic as one of the upstream documents in the field of behavioral health of a profession plays a significant role in regulating the behavior of members of a profession and their duties towards the various stakeholders, especially the society, depending on the degree Independence of that profession will make it necessary to draft this strategic document. On the other hand, one of the most important professions in the formation of the financial market of the country can be considered a rating professional, due to its role in society and the responsibility of crediting securities to money markets and Capital, the formulation of a professional conduct can be considered as one of the requirements of the credit rating agency. Accordingly, the present study attempted to formulate a model for the development of the professional conduct of the institutions, and then the extracted model was subjected to an opinion poll for its adaptation to the environmental conditions of the country.Accordingly, the final model of the professional conduct of credit rating agencies in the country is presented in the form of 2 dimensions and 5 components and 75 indicators. The model can be used by the capital market to formulate a code of professional conduct approved by credit rating agencies in the country and, with the observance of its provisions by the members of credit rating agencies operating in the country, is an important step in Particularly promoting behavioral health and ensuring the professional independence of these institutions.